-28.7%
ETHA vs URA
+80.0%
-108.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | -0.8% |
| 7D | +2.7% | +8.1% | -5.4% | -1.9% |
| 30D | +29.4% | +5.8% | +23.6% | +24.7% |
| 3M | +47.2% | +3.4% | +43.7% | +43.1% |
| 6M | +25.4% | -2.6% | +28.0% | +24.4% |
| YTD | -16.5% | +11.2% | -27.7% | -23.0% |
| 1Y | -42.3% | +19.8% | -62.2% | -50.4% |
| All | -28.7% | +80.0% | -108.7% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling